Deconfounding Temporal Autoencoder: Estimating Treatment Effects over Time Using Noisy Proxies

Milan Kuzmanovic, Tobias Hatt, Stefan Feuerriegel
Proceedings of Machine Learning for Health, PMLR 158:143-155, 2021.

Abstract

Estimating individualized treatment effects (ITEs) from observational data is crucial for decision-making. In order to obtain unbiased ITE estimates, a common assumption is that all confounders are observed. However, in practice, it is unlikely that we observe these confounders directly. Instead, we often observe noisy measurements of true confounders, which can serve as valid proxies. In this paper, we address the problem of estimating ITE in the longitudinal setting where we observe noisy proxies instead of true confounders. To this end, we develop the Deconfounding Temporal Autoencoder (DTA), a novel method that leverages observed noisy proxies to learn a hidden embedding that reflects the true hidden confounders. In particular, the DTA combines a long short-term memory autoencoder with a causal regularization penalty that renders the potential outcomes and treatment assignment conditionally independent given the learned hidden embedding. Once the hidden embedding is learned via DTA, state-of-the-art outcome models can be used to control for it and obtain unbiased estimates of ITE. Using synthetic and real-world medical data, we demonstrate the effectiveness of our DTA by improving over state-of-the-art benchmarks by a substantial margin.

Cite this Paper

BibTeX
@InProceedings{pmlr-v158-kuzmanovic21a, title = {Deconfounding Temporal Autoencoder: Estimating Treatment Effects over Time Using Noisy Proxies}, author = {Kuzmanovic, Milan and Hatt, Tobias and Feuerriegel, Stefan}, booktitle = {Proceedings of Machine Learning for Health}, pages = {143--155}, year = {2021}, editor = {Roy, Subhrajit and Pfohl, Stephen and Rocheteau, Emma and Tadesse, Girmaw Abebe and Oala, Luis and Falck, Fabian and Zhou, Yuyin and Shen, Liyue and Zamzmi, Ghada and Mugambi, Purity and Zirikly, Ayah and McDermott, Matthew B. A. and Alsentzer, Emily}, volume = {158}, series = {Proceedings of Machine Learning Research}, month = {04 Dec}, publisher = {PMLR}, pdf = {https://proceedings.mlr.press/v158/kuzmanovic21a/kuzmanovic21a.pdf}, url = {https://proceedings.mlr.press/v158/kuzmanovic21a.html}, abstract = {Estimating individualized treatment effects (ITEs) from observational data is crucial for decision-making. In order to obtain unbiased ITE estimates, a common assumption is that all confounders are observed. However, in practice, it is unlikely that we observe these confounders directly. Instead, we often observe noisy measurements of true confounders, which can serve as valid proxies. In this paper, we address the problem of estimating ITE in the longitudinal setting where we observe noisy proxies instead of true confounders. To this end, we develop the Deconfounding Temporal Autoencoder (DTA), a novel method that leverages observed noisy proxies to learn a hidden embedding that reflects the true hidden confounders. In particular, the DTA combines a long short-term memory autoencoder with a causal regularization penalty that renders the potential outcomes and treatment assignment conditionally independent given the learned hidden embedding. Once the hidden embedding is learned via DTA, state-of-the-art outcome models can be used to control for it and obtain unbiased estimates of ITE. Using synthetic and real-world medical data, we demonstrate the effectiveness of our DTA by improving over state-of-the-art benchmarks by a substantial margin.} }
Endnote
%0 Conference Paper %T Deconfounding Temporal Autoencoder: Estimating Treatment Effects over Time Using Noisy Proxies %A Milan Kuzmanovic %A Tobias Hatt %A Stefan Feuerriegel %B Proceedings of Machine Learning for Health %C Proceedings of Machine Learning Research %D 2021 %E Subhrajit Roy %E Stephen Pfohl %E Emma Rocheteau %E Girmaw Abebe Tadesse %E Luis Oala %E Fabian Falck %E Yuyin Zhou %E Liyue Shen %E Ghada Zamzmi %E Purity Mugambi %E Ayah Zirikly %E Matthew B. A. McDermott %E Emily Alsentzer %F pmlr-v158-kuzmanovic21a %I PMLR %P 143--155 %U https://proceedings.mlr.press/v158/kuzmanovic21a.html %V 158 %X Estimating individualized treatment effects (ITEs) from observational data is crucial for decision-making. In order to obtain unbiased ITE estimates, a common assumption is that all confounders are observed. However, in practice, it is unlikely that we observe these confounders directly. Instead, we often observe noisy measurements of true confounders, which can serve as valid proxies. In this paper, we address the problem of estimating ITE in the longitudinal setting where we observe noisy proxies instead of true confounders. To this end, we develop the Deconfounding Temporal Autoencoder (DTA), a novel method that leverages observed noisy proxies to learn a hidden embedding that reflects the true hidden confounders. In particular, the DTA combines a long short-term memory autoencoder with a causal regularization penalty that renders the potential outcomes and treatment assignment conditionally independent given the learned hidden embedding. Once the hidden embedding is learned via DTA, state-of-the-art outcome models can be used to control for it and obtain unbiased estimates of ITE. Using synthetic and real-world medical data, we demonstrate the effectiveness of our DTA by improving over state-of-the-art benchmarks by a substantial margin.
APA
Kuzmanovic, M., Hatt, T. & Feuerriegel, S.. (2021). Deconfounding Temporal Autoencoder: Estimating Treatment Effects over Time Using Noisy Proxies. Proceedings of Machine Learning for Health, in Proceedings of Machine Learning Research 158:143-155 Available from https://proceedings.mlr.press/v158/kuzmanovic21a.html.

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